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ROptEst (version 0.5.0)

ContIC: Generating function for ContIC-class

Description

Generates an object of class "ContIC"; i.e., an influence curves $\eta$ of the form $$\eta = (A\Lambda - a)\min(1,b/|A\Lambda - a|)$$ with clipping bound $b$, centering constant $a$ and standardizing matrix $A$. $\Lambda$ stands for the L2 derivative of the corresponding L2 differentiable parametric family which can be created via CallL2Fam.

Usage

ContIC(name, CallL2Fam = call("L2ParamFamily"), 
       Curve = EuclRandVarList(RealRandVariable(Map = c(function(x){x}), 
                                                Domain = Reals())), 
       Risks, Infos, clip = Inf, cent = 0, stand = as.matrix(1), 
       lowerCase = NULL, neighborRadius = 0)

Arguments

name
object of class "character".
CallL2Fam
object of class "call": creates an object of the underlying L2-differentiable parametric family.
Curve
object of class "EuclRandVarList"
Risks
object of class "list": list of risks; cf. RiskType-class.
Infos
matrix of characters with two columns named method and message: additional informations.
clip
positive real: clipping bound.
cent
real: centering constant
stand
matrix: standardizing matrix
lowerCase
optional constant for lower case solution.
neighborRadius
radius of the corresponding (unconditional) contamination neighborhood.

Value

  • Object of class "ContIC"

concept

influence curve

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

IC-class, ContIC

Examples

Run this code
IC1 <- ContIC()
plot(IC1)

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